소개
This skill implements the 'Harmony Principle' for algorithmic trading systems by shifting risk management from a binary 'block/allow' mechanism to a quantitative 'sizing' workflow. It helps developers refactor capital and risk managers so they provide maximum allowable trade quantities as constraints before execution, rather than rejecting orders after signals are generated. This approach ensures that every valid signal results in an executed trade that is perfectly aligned with capital limits, VaR constraints, and portfolio concentration rules.
